[R] rob var/cov + LAD regression

[Berton Gunter]

RSiteSearch() is your friend.

For 1) Try RSiteSearch('Jackknife',restrict='functions')

For 2) see package quantreg

-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
 
"The business of the statistician is to catalyze the scientific learning
process."  - George E. P. Box
 
 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Angelo Secchi
> Sent: Wednesday, February 08, 2006 8:23 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] rob var/cov + LAD regression
> 
> 
> Hi,
> after looking around I was not able to get info about these 
> two questions:
> 
> 1. Is there a function to have a  "jackknifed corrected  
> var/cov estimate" (as described in MacKinnon and White 1985) 
> in a standard OLS regression? 
> 
> 2. Does R possess a LAD (Least Absolute Deviation) regression 
> function?
> 
> Any help?
> Thanks
> 
> -- 
> ========================================================
>  Angelo Secchi                     PGP Key ID:EA280337
> 
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